Do you see the Report Server Project" type (under Business Intelligence) in the Visual Studio "New Project" window? This requires "SQL Server Data Tools - Business Intelligence" to be installed (SSDT-BI), not just SSDT.

If you're already using a Report Server project in Visual Studio 2012/13/15 and just want to use TFS Online for source control, you should be able to right-click the solution (the root element) in the Solution Explorer pane of Visual Studio, and click "Add Solution to Source Control", select the Team Project (I don't recall how to create a new TFS project, but this would need done in TFS Online), then click "OK". You don't need (and can't use) a "Database Project" type project for SSRS reports.

Let me know if you need help following the above steps, or if I've missed your point with my answer.